+2,043.2%
LLY vs D
+42.6%
+2,000.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -4.5% | +3.0% | -7.5% | -5.4% |
| 30D | +13.9% | +11.5% | +2.4% | +10.1% |
| 3M | +13.8% | +3.7% | +10.0% | +12.3% |
| 6M | +37.6% | +13.5% | +24.1% | +31.6% |
| YTD | +26.6% | +20.7% | +5.9% | +18.4% |
| 1Y | +45.3% | +18.2% | +27.1% | +36.7% |
| 3Y | +132.2% | +73.3% | +58.9% | +86.7% |
| 5Y | +434.7% | +12.3% | +422.4% | +407.6% |
| All | +2,043.2% | +42.6% | +2,000.6% | +1,792.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling